arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1609.00896cs.DS
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连续环境下的鲁棒稀疏傅里叶变换

A Robust Sparse Fourier Transform in the Continuous Setting

Eric Price, Zhao Song

摘要:

近年来,一些作品已经研究了在次线性时间内计算傅立叶变换的方法,如果输出是稀疏的。大多数这些都集中在离散设置,即使在许多应用中的输入信号是连续的和朴素的离散化显着的稀疏水平。我们提出了一种算法,用于鲁棒计算稀疏傅立叶变换的连续设置。令$x(t) = x^*(t) + g(t)$,其中$x^*$具有$k$稀疏傅立叶变换,并且$g$是任意噪声项。给定样本访问$x(t)$的一段时间$T$,我们展示了如何找到一个$k$ -傅立叶稀疏重建$x'(t)$与$$\frac{1}{T}\int_0^T |x'(t) - x(t) |^2 \mathrm{d} t \lesssim \frac{1}{T}\int_0^T | g(t)|^2 \mathrm{d}t.$$样本的复杂性是线性的$k$和对数的信噪比和频率分辨率。具有类似样本复杂性的先前结果不能容忍无限小的i.i.d.。高斯噪声,甚至具有更高样本复杂度的算法都以多项式因子增加了噪声。我们也给出了新的结果如何精确的个人频率的$x^*$可以恢复。

英文摘要:

In recent years, a number of works have studied methods for computing the Fourier transform in sublinear time if the output is sparse. Most of these have focused on the discrete setting, even though in many applications the input signal is continuous and naive discretization significantly worsens the sparsity level. We present an algorithm for robustly computing sparse Fourier transforms in the continuous setting. Let $x(t) = x^*(t) + g(t)$, where $x^*$ has a $k$-sparse Fourier transform and $g$ is an arbitrary noise term. Given sample access to $x(t)$ for some duration $T$, we show how to find a $k$-Fourier-sparse reconstruction $x'(t)$ with $$\frac{1}{T}\int_0^T |x'(t) - x(t) |^2 \mathrm{d} t \lesssim \frac{1}{T}\int_0^T | g(t)|^2 \mathrm{d}t.$$ The sample complexity is linear in $k$ and logarithmic in the signal-to-noise ratio and the frequency resolution. Previous results with similar sample complexities could not tolerate an infinitesimal amount of i.i.d. Gaussian noise, and even algorithms with higher sample complexities increased the noise by a polynomial factor. We also give new results for how precisely the individual frequencies of $x^*$ can be recovered.

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